dev.nm.analysis.function.special.gaussian

Class Erf

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

dev.nm.analysis.function.special.gaussian.Erf

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public class Erf
extends AbstractUnivariateRealFunction

The Error function is defined as: \[ \operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_{0}^x e^{-t^2} dt \]

See Also:

• "Paul Glasserman, "Section 2.3," Monte Carlo Methods in Financial Engineering."
• Wikipedia: Error function

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
Erf()

Method Summary

Modifier and Type	Method and Description
double	evaluate(double x) Evaluate y = f(x).

Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

evaluate

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Detail

Erf

public Erf()

Method Detail

evaluate

public double evaluate(double x)

Description copied from interface: UnivariateRealFunction

Evaluate y = f(x).

Parameters:

x - x

Returns:

f(x)